NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.10 |
111.40 |
-2.70 |
-2.4% |
117.80 |
| High |
114.10 |
112.82 |
-1.28 |
-1.1% |
121.37 |
| Low |
110.12 |
111.40 |
1.28 |
1.2% |
116.99 |
| Close |
113.62 |
112.74 |
-0.88 |
-0.8% |
117.43 |
| Range |
3.98 |
1.42 |
-2.56 |
-64.3% |
4.38 |
| ATR |
3.26 |
3.19 |
-0.07 |
-2.3% |
0.00 |
| Volume |
2,604 |
7,006 |
4,402 |
169.0% |
11,002 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.58 |
116.08 |
113.52 |
|
| R3 |
115.16 |
114.66 |
113.13 |
|
| R2 |
113.74 |
113.74 |
113.00 |
|
| R1 |
113.24 |
113.24 |
112.87 |
113.49 |
| PP |
112.32 |
112.32 |
112.32 |
112.45 |
| S1 |
111.82 |
111.82 |
112.61 |
112.07 |
| S2 |
110.90 |
110.90 |
112.48 |
|
| S3 |
109.48 |
110.40 |
112.35 |
|
| S4 |
108.06 |
108.98 |
111.96 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.74 |
128.96 |
119.84 |
|
| R3 |
127.36 |
124.58 |
118.63 |
|
| R2 |
122.98 |
122.98 |
118.23 |
|
| R1 |
120.20 |
120.20 |
117.83 |
119.40 |
| PP |
118.60 |
118.60 |
118.60 |
118.20 |
| S1 |
115.82 |
115.82 |
117.03 |
115.02 |
| S2 |
114.22 |
114.22 |
116.63 |
|
| S3 |
109.84 |
111.44 |
116.23 |
|
| S4 |
105.46 |
107.06 |
115.02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.86 |
|
2.618 |
116.54 |
|
1.618 |
115.12 |
|
1.000 |
114.24 |
|
0.618 |
113.70 |
|
HIGH |
112.82 |
|
0.618 |
112.28 |
|
0.500 |
112.11 |
|
0.382 |
111.94 |
|
LOW |
111.40 |
|
0.618 |
110.52 |
|
1.000 |
109.98 |
|
1.618 |
109.10 |
|
2.618 |
107.68 |
|
4.250 |
105.37 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.53 |
115.14 |
| PP |
112.32 |
114.34 |
| S1 |
112.11 |
113.54 |
|